ULTRA-FAST
RUST ENGINE
Processing 6.6M bars/sec with zero-latency event simulation. The professional standard for high-frequency strategy research.
Built for Institutional Performance
Beyond Python Limitations
We rebuilt everything in Rust to provide the performance and realism required for professional trading research.
Rust Performance
6.6M bars/sec with full event simulation. Zero-copy data transfer via PyO3.
Intrabar Analysis
Model price behavior within each bar. Accurate stop-loss and take-profit execution.
RL Integration
Gym-compatible environment for training PPO, A2C, DQN agents with Exit Rules.
30+ Metrics
Sharpe, Sortino, Calmar, VaR, CVaR, Ulcer Index, Burke Ratio and more.
Exit Controller
Time-based exits, night sessions, max drawdown, min profit targets.
JSON Strategies
Declarative strategy definitions. No code required. Version control friendly.
Blazing Fast
Throughput
*Benchmark based on BTCUSDT 1m full event simulation.
RLX vs Alternatives
Detailed feature breakdown for quantitative researchers.
| Core Capabilities | RLX (Rust) | VectorBT | Backtrader |
|---|---|---|---|
| Intrabar Simulation | ✅ Accurate | ❌ Vectorized | ❌ Basic |
| Institutional Metrics | 30+ | ~15 | ~10 |
| RL Environment | ✅ Integrated | ❌ | ❌ |
| Zero-Copy Data | ✅ PyO3/Numpy | ✅ | ❌ |
Simple Python API
Get started in minutes with our intuitive Python interface. Full access to the Rust engine's power with Pythonic convenience.
- ✓ Zero-copy numpy integration
- ✓ Pandas DataFrame support
- ✓ Jupyter notebook friendly
Ready to Build Better Strategies?
Join hundreds of quantitative traders using RLX for their research.